Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms
From MaRDI portal
Publication:3105773
DOI10.1137/09074927XzbMath1397.65024OpenAlexW2602310862MaRDI QIDQ3105773
Stefan M. Wild, Christine A. Shoemaker
Publication date: 9 January 2012
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/09074927x
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical interpolation (65D05)
Related Items (23)
Integrating \(\varepsilon \)-dominance and RBF surrogate optimization for solving computationally expensive many-objective optimization problems ⋮ A discussion on variational analysis in derivative-free optimization ⋮ ANOVA-MOP: ANOVA Decomposition for Multiobjective Optimization ⋮ Quantifying uncertainty with ensembles of surrogates for blackbox optimization ⋮ Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization ⋮ Compositions of convex functions and fully linear models ⋮ Multifidelity Robust Controller Design with Gradient Sampling ⋮ A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques ⋮ Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization ⋮ Derivative-Free Optimization for Population Dynamic Models ⋮ Density function-based trust region algorithm for approximating Pareto front of black-box multiobjective optimization problems ⋮ Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\) ⋮ Uncertainty analysis for computationally expensive models with multiple outputs ⋮ A Trust-Region Algorithm for Heterogeneous Multiobjective Optimization ⋮ Conjugate gradient path method without line search technique for derivative-free unconstrained optimization ⋮ Inverting nonlinear dimensionality reduction with scale-free radial basis function interpolation ⋮ An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization ⋮ Derivative-free optimization methods ⋮ An improved hybrid-ORBIT algorithm based on point sorting and MLE technique ⋮ Dynamic improvements of static surrogates in direct search optimization ⋮ Approximating the diagonal of a Hessian: which sample set of points should be used ⋮ Unnamed Item ⋮ CONORBIT: constrained optimization by radial basis function interpolation in trust regions
Uses Software
This page was built for publication: Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms
